+433.8%
MAR vs INFY
+80.1%
+353.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INFY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.2% |
| 7D | -0.5% | -5.4% | +4.8% | +1.4% |
| 30D | -5.4% | -9.9% | +4.4% | -2.1% |
| 3M | -15.5% | -4.6% | -10.9% | -15.1% |
| 6M | +3.0% | -18.5% | +21.4% | +8.9% |
| YTD | +8.5% | -36.5% | +45.1% | +25.1% |
| 1Y | +26.0% | -32.8% | +58.7% | +40.8% |
| 3Y | +68.6% | -32.2% | +100.8% | +84.5% |
| 5Y | +157.4% | -44.7% | +202.1% | +200.0% |
| All | +433.8% | +80.1% | +353.8% | +297.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INFY.
Daily Out/Under-Performance
Portfolio return minus INFY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INFY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded INFY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling